Stochastic thermodynamic integration: Efficient Bayesian model selection via stochastic gradient MCMC

Umut Simsekli, Roland Badeau, Gaël Richard, Ali Taylan Cemgil. Stochastic thermodynamic integration: Efficient Bayesian model selection via stochastic gradient MCMC. In 2016 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2016, Shanghai, China, March 20-25, 2016. pages 2574-2578, IEEE, 2016. [doi]

@inproceedings{SimsekliBRC16,
  title = {Stochastic thermodynamic integration: Efficient Bayesian model selection via stochastic gradient MCMC},
  author = {Umut Simsekli and Roland Badeau and Gaël Richard and Ali Taylan Cemgil},
  year = {2016},
  doi = {10.1109/ICASSP.2016.7472142},
  url = {http://dx.doi.org/10.1109/ICASSP.2016.7472142},
  researchr = {https://researchr.org/publication/SimsekliBRC16},
  cites = {0},
  citedby = {0},
  pages = {2574-2578},
  booktitle = {2016 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2016, Shanghai, China, March 20-25, 2016},
  publisher = {IEEE},
  isbn = {978-1-4799-9988-0},
}